+365.7%
ALAB vs GIS
-42.6%
+408.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -8.5% |
| 7D | +3.2% | -8.3% | +11.5% | -5.1% |
| 30D | -13.6% | +2.2% | -15.7% | -11.0% |
| 3M | -16.6% | +15.7% | -32.3% | -0.3% |
| 6M | +142.3% | -12.0% | +154.3% | +136.4% |
| YTD | +73.6% | -15.0% | +88.6% | +66.1% |
| 1Y | +33.7% | -20.1% | +53.8% | +22.2% |
| All | +365.7% | -42.6% | +408.3% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling